|
PureBytes Links
Trading Reference Links
|
OK, perhaps someone can help us out here.
I'm try to simulate buying a fixed lot for each trade. i.e Retail forex generally trades in mini lots of $10k or normal lot of $100k.
I don't want my postion increased/decreased each trade as a percentage of the account. Just 1 fixed $10k lot per trade.
That would be approx $1 profit per 0.0001 (1 pip)
I've tried various combinations of PointValue, PositionSize, PositionSize = MarginDeposit = 1, NumContracts etc but results are still screwed. eg.
Ticker Trade Date Price Ex. date Ex. Price % chg Profit % Profit Contracts Position value Cum. Profit # bars Profit/bar MAE MFE
EUR A0-FX Long (profit) 24/03/2004 11:00:00 AM 1.22754 24/03/2004 11:15:00 AM 1.2291 0.13% 1.85 63.34% 119 2.92 1.85 2 0.93 .01% 0.13%
Hopefully the table wasn't screwed in the post.
But as can be seen Contracts = 119 where should be = 1 lot and profit isn't represented properly even though Ticksize= 0.0001 & Pointvalue = 1 i.e $1 In this case profit should be $16
And the contract size varies from say 119 to the very next trade being 6459. I don't quite understand what is happening.
Thanks for your time!
[Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|